It looks like the label inside the Bootstrap 4 custom-form-file is set based on the placeholder attr in the form theme. As you don't set one, this is why it is empty

Thanks for your answer.
So, it seems that the placeholder attribute is needed, So it display something when I do this :

<div class="col-md-9">{{ form_widget(form.datafile, {'attr': {'placeholder': 'Choose a file'} }) }}</div>

Other option :

$builder->add(
                'datafile',
                FileType::class,
                [
                    'label' => 'main.form.file',
                    'attr' =>
                        [
                            'placeholder' => 'Choose a file',
                        ]
                ]
);

But the placeholder is not updated with the filename.
I guess i need to copy the JS from #27919 (comment) ?

Will this change in next versions ?

[EDIT] Here's my JS :

var input = $('#file_upload_datafile');
input.on( "change", function () {
    var filename = input.val().replace('C:\\fakepath\\', '').trim();
    input.parent().find('.custom-file-label').html(filename);
});

Closing as we are not using Github for support.